+19.6%
COHR vs PRU
+27.5%
-7.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.2% | +9.3% | +6.7% |
| 7D | +11.0% | +1.9% | +9.1% | +10.9% |
| 30D | -20.4% | -0.4% | -19.9% | -20.5% |
| 3M | -24.9% | +16.4% | -41.3% | -28.9% |
| All | +19.6% | +27.5% | -7.8% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded PRU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling